+11,671.2%
COST vs EMR
+4,021.7%
+7,649.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | +3.1% | -6.2% | -4.2% |
| 30D | -4.0% | -3.5% | -0.4% | -2.9% |
| 3M | -6.5% | +9.8% | -16.3% | -10.0% |
| 6M | -8.5% | +10.8% | -19.3% | -13.1% |
| YTD | +6.0% | +15.9% | -9.9% | -1.5% |
| 1Y | -5.8% | +16.4% | -22.2% | -13.0% |
| 3Y | +71.8% | +62.1% | +9.7% | +36.7% |
| 5Y | +106.2% | +62.9% | +43.3% | +62.1% |
| 10Y | +602.0% | +267.8% | +334.3% | +272.5% |
| All | +11,671.2% | +4,021.7% | +7,649.5% | +1,581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling